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WebCab Portfolio for .NET 4.2

.NET Component for Markowitz Theory and CAPM

COM enabled .NET Component and XML Web service implementation offering the application of the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML. Follow the link and free download WebCab Portfolio for .NET now.


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WebCab Portfolio for .NET 4.2 "CLEAN" award

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.net component c++ markowitz theory capital asset pricing model capm optimal portfolio performance interpolation efficient frontier
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